Smith at al.(2004) unit root test.

Hello dear member,

I am a Phd student. I need to perform the smith et al.(2004) unit root test. I have the gauss code and its data. the problem is that when i run the code, the screen posters an error:

Undefined symbols

detrend       C:\gauss10\program.dat(82)

adf                C:\gauss10\program.dat(86)

Really, i don't know how to overcome this problem. Could you kindly help me. if you want send to me your mail and i will give you the code in order to check the problem. my e-mail: [email protected]

Best regards


2 Answers


These errors:

Undefined symbols

detrend       C:\gauss10\program.dat(82)

adf           C:\gauss10\program.dat(86)

indicate that on line 82 of the file program.dat there is a reference to a variable or a procedure named detrend and the detrend has not been previously defined.

These two procedures (detrend and adf) are in the COINT library. You need to have the GAUSS COINT library to run this code.


I do thank you for your help

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